• Liquidity Risk Lead Analyst Jobs in Poland

  • Standard Chartered Bank Ltd
  • Poland
  • Save Job
  • 10 - 13 Years
  • Posted : above 1 month

Job Description:

Liquidity Risk Lead Analyst - ( 1900000477 )

Job Finance

Primary Location Europe & Americas-Poland-Warsaw

Schedule Full-time

Employee Status Permanent

Who we are In the face of evolving regulations, rapid developments in balance sheet management platforms and demand for risk modelling services, Standard Chartered has established in Warsaw a global Treasury Modelling Hub It provides advanced Assets and Liabilities Management solutions on either built in-house or delivered by software vendors - risk assessment platforms Our centre in Warsaw is dynamically evolving into a diverse working environment of business experts, programmers, data analysts and project managers Local teams of subject matter experts in Liquidity and Interest Rate Risk assessment methodologies, change management specialists and rapid developers (Strats Haskell programmers) work hand-in-hand to deliver state of the art Treasury risk forecasting and analysis solutions The Warsaw team works also very closely with our centres in India, Singapore, Hong Kong and London to ensure effective embedment of new model designs and materialization of expected benefits for the whole group

Those who join the Hub will become members of highly-specialized global network of expert teams, focusing on all strategic Standard Chartered markets in Asia, Africa and the Middle East and working on a variety of business initiatives across functions such as Treasury Risk, Treasury Policy, Financial Markets, Treasury Markets and Liquidity Regulatory Reporting This global collaboration aims to achieve balance sheet optimization through delivery of centralized functional design and modelling solutions; robust FTP methodologies; effective analysis of internal stress tests and regulatory (ie PRA, HKMA, MAS) banking book risk ratios (ie LCR, CFMR, NSFR and IRRBB); and provision of quality analytical inputs to the banks management team

Job Description

The main objective of this role is the end-to-end Functional Design and Product Ownership of in-house built ALM Risk solutions Successful candidates are expected to be solution architects and change managers responsible for conceptualization, functional design, prototyping, solution validation, effective embedment and ongoing maintenance of regulatory and internal risk reporting and forecasting solutions developed in-house

The successful candidate will work closely with Treasury Risk Managers, Liquidity Dealers, Technology and Program Managers to promote centralization and automation of standardized analytical solutions He / She will also drive operational efficiencies, helping the business reduce reliance on time-consuming processes The successful candidate will provide support across number of critical initiatives including OLAR / CFMR solution in Treasury Strats (in-house platform), and Liquidity Risk Forecasting, as well as maintenance of existing models and tools managed by the Business

Key Responsibilities

Review of the business requirement document (BRD), and development of a requirement traceability matrix to
Review and validate prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics, performance, etc
Validate the relevant data extracts as inputs to models, considering the balance between accuracy and model performance
Review and validate test cases used for user acceptance testing (UAT), ensuring these are complete and comprehensive
Design and implement an effective training and communication framework to ensure engagement with end-users and effective embedment of tools developed
Manage the book-of-work, ensuring effective management of team members time and priorities
Provide input into the strategic direction of Treasury platforms and plan projects accordingly

Requirements

Functional Experience and Knowledge

10 years of work experience and 6 years of relevant experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury in banking institution, or similar experience in a consulting / software development firm covering the same business aspects
Ability to independently arrive at conceptual solutions
Deep understanding and practical experience in most of the following
Liquidity cashflow mismatch
LCR and NSFR
Internal liquidity stress testing

Understanding of bank systems architecture
Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation
Excellent written and verbal communication in English

Product Knowledge

Essential ALM and Commercial Book products
Extra Exposure to trading book products

Technical Knowledge

Work experience in the design and development of automated reports / processes
Use Excel VBA to build prototypes and tactical models
Query Bank systems using SQL
Prior experience with Balance Sheet Management platforms (Moodys Analytics, QRM, Oracle, etc) or booking platforms (Murex, Kondor, etc) is an advantage
Successful Candidate will participate in comprehensive 2-week structured training program which will equip the Candidate with required knowledge to successfully execute their assigned scope of work

Diversity & Inclusion

To introduce every employee into the organisation, Standard Chartered offers a 3-week structured training program The program shall equip every new joiner with required knowledge and skills to successfully execute their assigned scope of work

Standard Chartered is committed to diversity and inclusion We believe that a work environment which embraces diversity will enable us to get the best out of the broadest spectrum of people to sustain strong business performance and competitive advantage By building an inclusive culture, each employee can develop a sense of belonging, and have the opportunity to maximise their personal potential

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : IT Software : Software Products & Services
Role : Quality Assurance/Testing
Salary : As per Industry Standards
Deadline : 11th Jan 2020

Key Skills:

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